<p>This graduate-level textbook provides a straight-forward and mathematically rigorous introduction to the standard theory of point processes. The author's aim is to present an account which concentrates on the essentials and which places an emphasis on conveying an intuitive understanding of the subject. As a result, it provides a clear presentation of how statistical ideas can be viewed from this perspective and particular topics covered include the theory of extreme values and sampling from finite populations. Prerequisites are that the reader has a basic grounding in the mathematical theory of probability and statistics, but otherwise the book is self-contained. It arises from courses given by the author over a number of years and includes numerous exercises ranging from simple computations to more challenging explorations of ideas from the text.</p>

A Course on Point Processes (Springer Series in Statistics)

Science & Math

Reiss, R.D.

Mathematics

Springer

This book gives a mathematically oriented development of the theory of rare events underlying various applications. The second edition incorporates various new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

Laws Of Small Numbers: Extremes And Rare Events

Humor & Entertainment

FALK, MICHAEL

Hüsler, Jürg

Puzzles & Games

Birkhauser

The statistical analysis of extreme data is important for disciplines such as hydrology, insurance, finance, engineering and environmental sciences. This book provides an introduction to the parametric modelling, exploratory analysis and statistical interference for extreme values. Besides numerous data-based examples, the book contains chapters on flood frequency analysis, insurance and finance. This second extended edition include: the statistical modelling of tails in conjunction with the global modelling of distributions with special emphasis on heavy-tailed distribution; the Bayesian methodology with applications to regional flood frequency analysis and credibility estimation in reinsurance business; a thorough treatment of the phenomenon of penultimate distributions; an extension of the chapter about multivariate extreme value models, especially for the Gumbel-McFadden model with an application to the theory of economic choice behaviour; sections about corrosion analysis and oldest-old problem; and risk assessment of financial assets and portfolios in the presence of fat and heavy-tailed distributions by means of the value-at-risk (VaR).

Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology, and Other Fields

Thomas, Michael

This graduate-level textbook provides a straight-forward and mathematically rigorous introduction to the standard theory of point processes. The author's aim is to present an account which concentrates on the essentials and which places an emphasis on conveying an intuitive understanding of the subject. As a result, it provides a clear presentation of how statistical ideas can be viewed from this perspective and particular topics covered include the theory of extreme values and sampling from finite populations. Prerequisites are that the reader has a basic grounding in the mathematical theory of probability and statistics, but otherwise the book is self-contained. It arises from courses given by the author over a number of years and includes numerous exercises ranging from simple computations to more challenging explorations of ideas from the text.

A course on point processes (Springer series in statistics)

Springer, Verlag

<p>An introduction to the parametric modeling, exploratory analysis and statistical inference for extreme events. Contains special chapters on insurance, returns in asset prices and flood frequency analysis. Paper. CD ROM included.</p>

Statistical Analysis of Extreme Values

Thomas, M.

Birkhäuser Boston

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